Chartis: xVA today: packing a competitive punch
In an industry already awash with acronyms, risk managers and finance analysts have had to add a whole new family of abbreviations to their lexicon, in the form of xVA. But what is xVA, what new requirements does it impose on the industry, and how should Financial Institutions (FIs) address it?
xVA encompasses a set of derivative pricing metrics that allow FIs to incorporate various factors into their valuations of individual positions. The original xVA, Credit Valuation Adjustment (CVA), is
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net